-21.0%
CIFR vs EXPD
+60.9%
-81.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.8% |
| 7D | +4.8% | +5.5% | -0.7% | +1.5% |
| 30D | -31.0% | -0.8% | -30.2% | -29.9% |
| 3M | -58.7% | +4.1% | -62.9% | -59.5% |
| 6M | -67.7% | +25.7% | -93.4% | -72.7% |
| YTD | -53.5% | +31.4% | -84.9% | -63.4% |
| 1Y | -54.1% | +42.2% | -96.2% | -66.1% |
| 3Y | +138.2% | +77.2% | +61.0% | +41.4% |
| All | -21.0% | +60.9% | -81.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling